Ive flied with both Delta and Southwest in the last two weeks,

and first southwest, delyed my luggage and I recieved it like 8 hours later, and noticed right away my suit was missing, and now I just did a delta flight, and i missing a jacket. Filed a claim with both airlines, but they ask if I have claims with other airlines? even thou its two seperate items, on two serperate airlines, is this going to affect my outcome?

If they cant find the items (I hope they do find them), what happens?